0.10Open0.15Pre Close11 Volume2.24K Open Interest141.00Strike Price98.00Turnover67.45%IV12.10%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0098Gamma1258.50Leverage Ratio-0.0745Theta0.0003Rho42.56Eff Leverage0.0085Vega